+520.1%
MET vs BUD
+201.1%
+319.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | +1.4% | -5.7% | +7.1% | +4.5% |
| 3M | +17.7% | +3.1% | +14.6% | +15.3% |
| 6M | +35.0% | +7.9% | +27.1% | +28.5% |
| YTD | +26.3% | +27.3% | -1.0% | +9.3% |
| 1Y | +22.8% | +37.8% | -15.0% | +1.5% |
| 3Y | +65.9% | +49.8% | +16.1% | +26.6% |
| 5Y | +85.4% | +43.8% | +41.5% | +40.5% |
| 10Y | +253.7% | -22.6% | +276.3% | +254.5% |
| All | +520.1% | +201.1% | +319.0% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling